Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -212654.4937 | 211621.9022 | -424276.3959 | 8158714.4736 | 3602599.4917 | 4556114.9819 |
Total P&L (%) | -212.6545 | 211.6219 | -424.2764 | 8158.7145 | 3602.5995 | 4556.115 |
Avg Daily Profit (%) | -0.0848 | 0.0844 | -0.1692 | 0.1761 | 0.1441 | 0.1533 |
Buy And Hold Return (%) | 394.6841 | 394.6841 | 394.6841 | 394.6841 | 394.6841 | 394.6841 |
Max Trade Drawdown | -618417 | -76603 | -560404 | -2868119 | -1590425 | -3122588 |
Profit Factor | 0.7895 | 2.0387 | 0.4738 | 2.0746 | 2.2573 | 1.9639 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 84 | 40 | 44 | 92 | 47 | 45 |
Losing Trades | 77 | 40 | 37 | 69 | 33 | 36 |
Profitability (%) | 52.1739 | 50 | 54.321 | 57.1429 | 58.75 | 55.5556 |
Ratio Avg Win / Avg Loss | 0.7237 | 2.0387 | 0.3984 | 1.556 | 1.5849 | 1.5711 |
Largest Winning Trade | 103372 | 103372 | 42573 | 5513896 | 3524939 | 5513896 |
Largest Losing Trade | -365658 | -34000 | -365658 | -1883682 | -1362043 | -1883682 |
Avg Bars in Trades | 44 | 44 | 44 | 44 | 44 | 44 |
Avg Bars in Winners | 38 | 29 | 46 | 42 | 41 | 44 |
Avg Bars in Losers | 50 | 58 | 41 | 45 | 47 | 44 |
Bars Traded | 7094 | 3521 | 3573 | 7094 | 3521 | 3573 |
Profit Streak | 150.7269 | 151.0603 | 150.7269 | 150.7269 | 151.0603 | 150.7269 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578149 | -260279 | -590793 | 541841 | -12612 | 54472 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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